+232.0%
KDP vs FN
+663.9%
-432.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.2% | +14.5% | +0.7% |
| 7D | +4.5% | -16.0% | +20.5% | +4.9% |
| 30D | +18.5% | -40.1% | +58.6% | +20.4% |
| 3M | +20.8% | -43.9% | +64.7% | +22.8% |
| 6M | +29.4% | -55.6% | +85.0% | +32.4% |
| YTD | +35.9% | -35.7% | +71.5% | +35.4% |
| 1Y | +42.5% | -39.8% | +82.3% | +42.2% |
| 3Y | +29.4% | +80.3% | -50.9% | +15.1% |
| 5Y | +15.8% | +143.3% | -127.5% | -2.3% |
| All | +232.0% | +663.9% | -432.0% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling